Gateway and Desktop with different server names

Hi, 

I created a report in PBI Desktop. The main data source is a SQL Server database on a remote server. In order to connect to that SQL database on a remote server in PBI Desktop, I have to type an IP address and port as a server name.

So I upload the report to PBI Service and let the IT department install the on-premise gateway on the server. Gateway is installed correctly.  I go to the dataset settings and under Gateway connection I want to add the data source to gateway

This should be the standard procedure found in all the tutorials. But there is a problem. Because the gateway is installed on the server directly and it is not accessing the server remotely like I do in PBI Desktop, the credentials are different, namely the server name. 

I can't type the IP address, it does not work. I have to type the instance, I suppose the reason is that the gateway is installed directly on the server. But there is this rule: The name of your SQL Server instance must be identical to what you specified in Power BI Desktop

However, I don't know how to achieve this. I have to type the IP address and port number 46.xxx.xxx.xxx:pppp in Power BI Desktop but this does not work in PBI Service, I have to type the instance there otherwise it does not connect. And vice versa, I cannot type the instance in Power BI Desktop as the server is remote. 

Is there any way how to solve this please?